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How do I skip to the end of a loop when a compiled function yields an error?

This is something of a follow-up to my question In an iterative process, how does one simply bypass a step producing an error? which I have been so far (thick-headedly) been unsuccessful in ...
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Create Compiled Function - Matrix Initialization

I am attempting to compile the following function: But I receive the following error messages: How should I initialize the matrix Vw to enable the assignment to Vw[[1,1]]? ...
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CompiledFunction::cfexe: error without compiled function

I get the error: CompiledFunction::cfexe: Could not complete external evaluation; proceeding with uncompiled evaluation. but I am not using any compiled function in my code: how can it be ...